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Support for skew symmetric variables #2147

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Support for skew symmetric variables #2147

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frederikgeth
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@frederikgeth frederikgeth commented Feb 1, 2020 •
edited by odow
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This is an attempt to support skew symmetric variables (#2146).

Note that the return type (affine expression) is different from the input type (variable ref) here.

Keen to hear your feedback!

Closes #2146

@frederikgeth frederikgeth mentioned this pull request Feb 1, 2020
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blegat
blegat reviewed Feb 1, 2020
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blegat
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codecov bot commented Feb 1, 2020 •
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Codecov Report

Merging #2147 into master will increase coverage by 0.03%.
The diff coverage is 100%.

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@@            Coverage Diff             @@
##           master    #2147      +/-   ##
==========================================
+ Coverage   91.42%   91.46%   +0.03%     
==========================================
  Files          42       42              
  Lines        4105     4122      +17     
==========================================
+ Hits         3753     3770      +17     
  Misses        352      352
Impacted Files Coverage Δ
src/sd.jl 95.08% <100%> (+1.9%) ⬆️

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blegat
blegat reviewed Feb 2, 2020
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src/sd.jl Outdated
side_dimension::Int
end
function reshape_vector(vectorized_form::Vector{T}, shape::SkewSymmetricMatrixShape) where T
matrix = Matrix{Base.promote_type(T, _MA.promote_operation(-, T), _MA.promote_operation(zero, T))}(undef, shape.side_dimension, shape.side_dimension)
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@blegat blegat Feb 2, 2020 •
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This breaks 80-char limit, see JuMP style guide

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ok

blegat
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Looks good, thanks ! Could you add a subsection documenting this in https://www.juliaopt.org/JuMP.jl/dev/variables/#Variables-constrained-on-creation-1 ?

@frederikgeth
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Thanks, @blegat , I will update the pr and add the docs tomorrow

@frederikgeth
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So tests fail for test_variable_skewsymmetric({JuMPExtension.MyModel}) for 3x3 matrices. This is the error:

  Got exception outside of a @test
  DimensionMismatch("arrays could not be broadcast to a common size; got a dimension with lengths 6 and 3")
  Stacktrace:
   [1] add_variable(::Main.JuMPExtension.MyModel, ::VariablesConstrainedOnCreation{MathOptInterface.Reals,SkewSymmetricMatrixShape,ScalarVariable{Float64,Float64,Float64,Float64}}, ::Array{String,2}) at ./broadcast.jl:490

Not sure where to go with this?

blegat
blegat reviewed Feb 3, 2020
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test/variable.jl Outdated
@test x[1, 2] == -x[2, 1]
@test iszero(x[1, 1])
@test iszero(x[2, 2])
@test model[:x] === x
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Add test for the number of variables actually added to the inner model

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I'm not sure how to access those?

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https://www.juliaopt.org/JuMP.jl/dev/variables/#JuMP.num_variables

blegat
blegat reviewed Feb 4, 2020
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src/sd.jl Outdated
n = _square_side(_error, variables)
set = MOI.Reals(div(n^2 - n, 2))
shape = SkewSymmetricMatrixShape(n)
return VariablesConstrainedOnCreation(vectorize(variables, SkewSymmetricMatrixShape(n)), set, shape)
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Here, you will ignore variables outside the upper triangle, add a TODO for throwing error in case the user set something that does not suit the skew symmetry like we do in _vectorize_variables

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Any updates on this PR? This feature could be convenient for me

@kibaekkim kibaekkim mentioned this pull request Jul 2, 2020
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@odow odow closed this Dec 15, 2020
@odow odow mentioned this pull request Dec 15, 2020
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odow commented Dec 15, 2020

Moved to #2416

@ccoffrin ccoffrin mentioned this pull request Feb 21, 2022
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Support for skew-symmetric matrix variables
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@frederikgeth @martincornejo @odow @blegat